+495.8%
IBM vs BIDU
+1,108.5%
-612.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +10.1% | -5.4% | +15.5% | +10.8% |
| 3M | +4.8% | -24.7% | +29.5% | +8.5% |
| 6M | +12.6% | -45.3% | +57.9% | +21.2% |
| YTD | -13.9% | -39.0% | +25.1% | -9.1% |
| 1Y | -18.7% | -39.6% | +20.8% | -14.2% |
| 3Y | +81.9% | -24.7% | +106.6% | +82.4% |
| 5Y | +148.3% | -52.3% | +200.6% | +152.4% |
| 10Y | +143.6% | -51.1% | +194.7% | +132.4% |
| All | +495.8% | +1,108.5% | -612.6% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling